//+------------------------------------------------------------------+
//|                                              PaPP_CrossExport.mq5 |
//|                                                        PaPP v2    |
//|  Esporta in CSV TUTTI gli incroci tra le 9 linee (prezzo+Mediana |
//|  +7 MA), calcolati ANCORATI a D1 (come l'indicatore), con il      |
//|  contesto di ogni incrocio e gli esiti futuri a 1/3/5/10/20 g.    |
//|  Si puo' esportare un intervallo di date oppure tutto lo storico. |
//+------------------------------------------------------------------+
#property copyright "PaPP v2"
#property version   "1.00"
#property script_show_inputs

//--- input
input string   InpSymbol     = "";              // simbolo ("" = simbolo del grafico)
input bool     InpAllHistory = true;            // true = tutto lo storico D1
input datetime InpStart      = D'2010.01.01';   // inizio intervallo (se AllHistory=false)
input datetime InpEnd        = D'2100.01.01';   // fine intervallo (se AllHistory=false)
input string   InpFileName   = "";              // nome file ("" = automatico)
input bool     InpBaseline   = true;            // crea anche il file baseline (tutte le barre D1)

//--- costanti (stesse 7 MA dell'indicatore)
#define ANCHOR_TF PERIOD_D1
#define NSER 9          // PRICE, MED, MA365..MA3
#define KSLOPE 5        // barre per pendenza / variazione cluster
#define MAXH  20        // orizzonte massimo per gli esiti

int    gDays[7] = {365,182,121,30,14,7,3};
string SER[NSER]= {"PRICE","MED","MA365","MA182","MA121","MA30","MA14","MA7","MA3"};
int    gHor[5]  = {1,3,5,10,20};

//--- contenitore per un buffer MA dinamico (MQL5 non permette double ma[7][])
struct MABuf { double v[]; };

//+------------------------------------------------------------------+
int TimeToBarsD1(string sym,int d)
  {
   datetime n = TimeCurrent();
   if(n==0) return MathMax(1,(int)((long)d*86400L/PeriodSeconds(ANCHOR_TF)));
   return MathMax(1,Bars(sym,ANCHOR_TF,n-(long)d*86400,n));
  }

//+------------------------------------------------------------------+
// valore valido = positivo e finito (MT5 usa EMPTY_VALUE=DBL_MAX nei warmup)
bool IsVal(double v) { return (v>0.0 && v<1.0e12); }

//+------------------------------------------------------------------+
double Median7(double &v[])   // mediana dei valori validi in v[0..6]
  {
   double a[]; int c=0; ArrayResize(a,7);
   for(int m=0;m<7;m++) if(IsVal(v[m])) { a[c]=v[m]; c++; }
   if(c==0) return 0;
   ArrayResize(a,c); ArraySort(a);
   if((c&1)==1) return a[c/2];
   return 0.5*(a[c/2-1]+a[c/2]);
  }

//+------------------------------------------------------------------+
void OnStart()
  {
   string sym = (InpSymbol=="") ? _Symbol : InpSymbol;
   if(!SymbolSelect(sym,true)) { Print("Simbolo non valido: ",sym); return; }
   int digits = (int)SymbolInfoInteger(sym,SYMBOL_DIGITS);

   //--- handle delle 7 MA su D1 + ATR
   int hMA[7];
   for(int m=0;m<7;m++)
     {
      int per = TimeToBarsD1(sym,gDays[m]);
      hMA[m]  = iMA(sym,ANCHOR_TF,per,0,MODE_SMA,PRICE_CLOSE);
      if(hMA[m]==INVALID_HANDLE) { Print("iMA fallita m=",m); return; }
     }
   int hATR = iATR(sym,ANCHOR_TF,14);
   if(hATR==INVALID_HANDLE) { Print("iATR fallita"); return; }

   //--- attendo che lo storico D1 sia pronto
   int total=0;
   for(int t=0; t<100; t++)
     {
      total = Bars(sym,ANCHOR_TF);
      bool ok = (total>MAXH+KSLOPE+50);
      for(int m=0;m<7 && ok;m++) if(BarsCalculated(hMA[m])<total) ok=false;
      if(ok && BarsCalculated(hATR)>=total) break;
      Sleep(100);
     }
   total = Bars(sym,ANCHOR_TF);
   if(total<=MAXH+KSLOPE+50) { Print("Storico D1 insufficiente: ",total," barre"); return; }

   //--- carico tutta la storia D1 (indice 0 = piu' vecchio)
   datetime tm[]; double cl[],hi[],lo[],atr[];
   MABuf ma[7];
   ArraySetAsSeries(tm,false); ArraySetAsSeries(cl,false);
   ArraySetAsSeries(hi,false); ArraySetAsSeries(lo,false);
   ArraySetAsSeries(atr,false);
   if(CopyTime(sym,ANCHOR_TF,0,total,tm)<=0)  { Print("CopyTime KO");  return; }
   if(CopyClose(sym,ANCHOR_TF,0,total,cl)<=0) { Print("CopyClose KO"); return; }
   if(CopyHigh(sym,ANCHOR_TF,0,total,hi)<=0)  { Print("CopyHigh KO");  return; }
   if(CopyLow(sym,ANCHOR_TF,0,total,lo)<=0)   { Print("CopyLow KO");   return; }
   if(CopyBuffer(hATR,0,0,total,atr)<=0)      { Print("CopyATR KO");   return; }
   for(int m=0;m<7;m++)
     {
      ArraySetAsSeries(ma[m].v,false);
      if(CopyBuffer(hMA[m],0,0,total,ma[m].v)<=0) { Print("CopyBuffer MA KO m=",m); return; }
     }
   int n = ArraySize(cl);

   //--- costruisco le 9 serie allineate per barra: S[i][k]
   double S[][NSER];
   ArrayResize(S,n);
   for(int i=0;i<n;i++)
     {
      double mv[7];
      for(int m=0;m<7;m++) mv[m] = ma[m].v[i];
      S[i][0] = cl[i];          // PRICE
      S[i][1] = Median7(mv);    // MED
      for(int m=0;m<7;m++) S[i][2+m] = mv[m];   // MA365..MA3
     }

   //--- intervallo di scansione (eventi)
   datetime from = InpAllHistory ? 0          : InpStart;
   datetime to   = InpAllHistory ? TimeCurrent(): InpEnd;
   int iStart = KSLOPE+1, iEnd = n-1;
   for(int i=KSLOPE+1;i<n;i++) if(tm[i]>=from) { iStart=i; break; }
   for(int i=n-1;i>=0;i--)     if(tm[i]<=to)    { iEnd=i;   break; }

   //--- apro il file CSV
   string fname = (InpFileName=="") ? ("PaPP_crosses_"+sym+"_D1.csv") : InpFileName;
   int fh = FileOpen(fname,FILE_WRITE|FILE_TXT|FILE_ANSI);
   if(fh==INVALID_HANDLE) { Print("FileOpen KO: ",fname," err=",GetLastError()); return; }

   //--- header
   string head = "time,symbol,pair,a,b,dir,price,med,ma365,ma182,ma121,ma30,ma14,ma7,ma3,"
                 "dist_med_pct,cluster_pct,cluster_exp,slope_a,slope_b,trend,atr_pct,dow,month";
   for(int hh=0;hh<5;hh++)
     {
      string s=IntegerToString(gHor[hh]);
      head += ",ret_"+s+",mfe_"+s+",mae_"+s+",dir_"+s+",rev_"+s;
     }
   for(int b=1;b<=MAXH;b++) head += ",cret_"+IntegerToString(b);  // traiettoria forward bar-by-bar
   head += ",bars_to_revert,disc_max_pct";
   FileWriteString(fh,head+"\r\n");

   //--- file baseline (una riga per OGNI barra D1 valida): serve per il confronto
   //    "extra-rendimento" = incrocio vs giorno qualunque nello stesso regime
   int fhB = INVALID_HANDLE;
   if(InpBaseline)
     {
      string bname = "PaPP_bars_"+sym+"_D1.csv";
      fhB = FileOpen(bname,FILE_WRITE|FILE_TXT|FILE_ANSI);
      if(fhB==INVALID_HANDLE) Print("FileOpen baseline KO: ",bname," err=",GetLastError());
      else
        {
         string bh = "time,symbol,price,med,dist_med_pct,cluster_pct,cluster_exp,trend,atr_pct,dow,month,bars_to_revert,disc_max_pct";
         for(int b=1;b<=MAXH;b++) bh += ",cret_"+IntegerToString(b);
         FileWriteString(fhB,bh+"\r\n");
        }
     }

   //--- scansione incroci
   long rows=0, brows=0;
   for(int i=iStart;i<=iEnd;i++)
     {
      if(i<KSLOPE+1) continue;

      //--- esporto solo barre con TUTTE le 9 serie valide (cluster completo)
      bool allok=true;
      for(int k=0;k<NSER && allok;k++)
         if(!IsVal(S[i][k]) || !IsVal(S[i-1][k]) || !IsVal(S[i-KSLOPE][k])) allok=false;
      if(!allok) continue;

      double price=S[i][0], med=S[i][1], ma365=S[i][2];

      //--- feature comuni a tutti gli incroci di questa barra
      double dist_med = (price-med)/med*100.0;
      double cmax=-1, cmin=1e18;
      for(int k=2;k<NSER;k++){ double v=S[i][k]; if(v>cmax)cmax=v; if(v<cmin)cmin=v; }
      double cluster = (cmax-cmin)/price*100.0;
      double cmaxP=-1,cminP=1e18;
      for(int k=2;k<NSER;k++){ double v=S[i-KSLOPE][k]; if(v>cmaxP)cmaxP=v; if(v<cminP)cminP=v; }
      double clusterP = (cmaxP-cminP)/S[i-KSLOPE][0]*100.0;
      double cluster_exp = cluster-clusterP;
      int    trend = (price>ma365)?1:-1;
      double atr_pct = atr[i]/price*100.0;
      MqlDateTime dt; TimeToStruct(tm[i],dt);

      //--- traiettoria forward (rendimento cumulato a +1..+MAXH), calcolata una volta per barra
      string bpath="";
      for(int b=1;b<=MAXH;b++)
        {
         int iB=i+b;
         if(iB>n-1) bpath += ",";
         else       bpath += ","+DoubleToString((cl[iB]-cl[i])/cl[i]*100.0,5);
        }

      //--- esito globale: ritorno alla Mediana entro MAXH
      int side = (price>med)?1:-1;
      int b2rev=-1; double discMax=0;
      int jmax = MathMin(i+MAXH,n-1);
      for(int j=i+1;j<=jmax;j++)
        {
         if(!IsVal(S[j][0]) || !IsVal(S[j][1])) continue;
         int sj=(S[j][0]>S[j][1])?1:-1;
         if(b2rev<0 && sj!=side) b2rev=j-i;
         double d=(S[j][0]-S[j][1])/S[j][1]*100.0;
         if(MathAbs(d)>MathAbs(discMax)) discMax=d;
        }

      //--- riga baseline (barra qualunque, indipendente dagli incroci)
      if(fhB!=INVALID_HANDLE)
        {
         string br = TimeToString(tm[i],TIME_DATE)+","+sym+","
                     +DoubleToString(price,digits)+","+DoubleToString(med,digits)+","
                     +DoubleToString(dist_med,5)+","+DoubleToString(cluster,5)+","
                     +DoubleToString(cluster_exp,5)+","+IntegerToString(trend)+","
                     +DoubleToString(atr_pct,5)+","+IntegerToString(dt.day_of_week)+","
                     +IntegerToString(dt.mon)+","
                     +(b2rev>0?IntegerToString(b2rev):"")+","+DoubleToString(discMax,5)
                     +bpath;
         FileWriteString(fhB,br+"\r\n");
         brows++;
        }

      //--- controllo ogni coppia (a,b)
      for(int a=0;a<NSER;a++)
       for(int b=a+1;b<NSER;b++)
         {
          double d0=S[i-1][a]-S[i-1][b];
          double d1=S[i][a]-S[i][b];
          int dir=0;
          if(d0<=0 && d1>0) dir=1; else if(d0>=0 && d1<0) dir=-1;
          if(dir==0) continue;

          double slope_a = (S[i][a]-S[i-KSLOPE][a])/S[i-KSLOPE][a]*100.0;
          double slope_b = (S[i][b]-S[i-KSLOPE][b])/S[i-KSLOPE][b]*100.0;
          double thr = 0.25*atr_pct;

          string row = StringFormat("%s,%s,%sx%s,%s,%s,%d,",
                          TimeToString(tm[i],TIME_DATE),sym,SER[a],SER[b],SER[a],SER[b],dir);
          row += DoubleToString(price,digits)+","+DoubleToString(med,digits)+",";
          for(int k=2;k<NSER;k++) row += DoubleToString(S[i][k],digits)+",";
          row += DoubleToString(dist_med,5)+","+DoubleToString(cluster,5)+","
                 +DoubleToString(cluster_exp,5)+","+DoubleToString(slope_a,5)+","
                 +DoubleToString(slope_b,5)+","+IntegerToString(trend)+","
                 +DoubleToString(atr_pct,5)+","+IntegerToString(dt.day_of_week)+","
                 +IntegerToString(dt.mon);

          //--- esiti per orizzonte
          for(int hh=0;hh<5;hh++)
            {
             int h=gHor[hh], iH=i+h;
             if(iH>n-1 || S[i][0]<=0) { row += ",,,,,"; continue; }
             double ret=(cl[iH]-cl[i])/cl[i]*100.0;
             double mxh=-1e18,mnl=1e18;
             for(int j=i+1;j<=iH;j++){ if(hi[j]>mxh)mxh=hi[j]; if(lo[j]<mnl)mnl=lo[j]; }
             double mfe=(mxh-cl[i])/cl[i]*100.0;
             double mae=(mnl-cl[i])/cl[i]*100.0;
             int dlab=(ret>thr)?1:((ret<-thr)?-1:0);
             int rev=(b2rev>0 && b2rev<=h)?1:0;
             row += ","+DoubleToString(ret,5)+","+DoubleToString(mfe,5)+","
                    +DoubleToString(mae,5)+","+IntegerToString(dlab)+","+IntegerToString(rev);
            }
          row += bpath;   // traiettoria forward (uguale per ogni coppia di questa barra)
          row += ","+(b2rev>0?IntegerToString(b2rev):"")+","+DoubleToString(discMax,5);
          FileWriteString(fh,row+"\r\n");
          rows++;
         }
      if((i%200)==0) Comment(StringFormat("PaPP export: %d/%d barre, %d eventi",i-iStart,iEnd-iStart,(int)rows));
     }

   FileClose(fh);
   if(fhB!=INVALID_HANDLE) FileClose(fhB);
   for(int m=0;m<7;m++) IndicatorRelease(hMA[m]);
   IndicatorRelease(hATR);
   Comment("");
   PrintFormat("PaPP export COMPLETATO: %d incroci -> %s (cartella MQL5\\Files)",(int)rows,fname);
   if(InpBaseline) PrintFormat("Baseline: %d barre -> PaPP_bars_%s_D1.csv",(int)brows,sym);
   Print("Periodo: ",TimeToString(tm[iStart])," -> ",TimeToString(tm[iEnd]));
  }
//+------------------------------------------------------------------+